When an order entered into the system is modified (such as traded) in any way before being added to the order book, a struct is sent in the same broadcast. More...
Public Member Functions | |
std::string | toString () const |
Returns string representation. | |
Public Attributes | |
int64 | mpQuantity |
Indicates the remaining quantity of the order, after this change was done. A zero indicates the whole order was deleted. | |
int64 | totalVolume |
For an iceberg order this is the total remaining volume. More... | |
uint8 | itemNumber |
The item number of a block transaction that relates to this change. | |
Side::Enum | side |
Bid or Ask. | |
OrderChangeReason::Enum | orderChangeReason |
Defines why the order was changed. | |
When an order entered into the system is modified (such as traded) in any way before being added to the order book, a struct is sent in the same broadcast.
Two consecutive Order Change Combined items are generated in case of a Fill and Kill order with residual quantity. The first part states the remaining quantity after matching while the second part indicates that the rest of the quantity is deleted.
int64 totalVolume |
For an iceberg order this is the total remaining volume.
It includes the hidden and shown volumes. For normal orders this field is zero or equal to mpQuantity.